For every prime $p_i>2$ choose a $k_i\ge p_i$ , $k_i \in \mathbb{N}$ and take the arithmetic progression $A_i=k_i+np_i$ $n \ge 0$ . Is there any choice of the $k_i's$ such that $|\mathbb{N} \backslash \bigcup A_i | < \infty $ ?

ADDED Does it makes any diferrence if we omit some other prime number (not 2)?

Ah, so you miss the powers of 2. Apologies. (Though there are a lot of not-so-natural-seeming technical conditions, at least one of which you omitted, and not a lot in the way of motivation, so I think some fumbling around can be excused/expected.)
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Cam McLemanNov 9 '11 at 16:45

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Resonating what Cam says, is there a motivation for this precise choice of condition? Why do you omiy exactly 2? And a minor point, the equivalent formulation that ki are nonnegative and the n strictly positive seems a but clearer to me.
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quidNov 9 '11 at 17:13

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This might be worth a try: for $p=3$ take $k=4$, then go greedy; for each $p\gt3$, take $k$ to be the smallest number not less than $p$ not already covered by some smaller $p$. The sequence of $k$-values begins 4, 5, 8, 11, 14, 17, 21, 23, 32, 38, 39, 41, 47, 48, 54, 62, 63. Pencil-and-paper doodlings suggest this misses very few numbers after 27, so it may be worth putting a computer onto it.
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Gerry MyersonNov 9 '11 at 22:28

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I don't think we need a probabilistic estimate here, because we already know that it is possible to get all positive integers, except for a set of density zero (the powers of 2)
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WoettNov 10 '11 at 0:34

So $1+3n$ knocks out $100,103,106,109,112,115,118,121\dots$ leaving $101$ next. Since $106$ is already covered we use $3+7n$ covering $101,108,122 \dots$ now $2+5n$ works for $102,107,117 \dots$ Next is $104$ and since $104+p$ is covered for $p=11,13,17$ we use $9+19n$.

Details: I followed this procedure using the $5132$ odd primes up to $49999.$ The number of unused primes less than $t$ (the first uncovered integer) starts at 24 when $t=100.$ It gets as low as 7 a few times, the last being when $t=1419.$ After $t=4925$ there are always at least $10$ unused primes below $t$ and from then on it seems to grow fairly steadily. After $t=33338$ there are (as far as I went) at least $500$ unused primes and after 4341 steps, $t=49980$ with $789$ unused primes available. I used up the remaining primes under $50{,}000$ (without checking if larger primes would be preferred by step 2)
At step $5132$ the prime $43973$ was used for $t=60465.$ This left things with next target $t=60471$ and all $965$ primes $50000 \lt p \lt 60471$ as yet unused.

Other starting values $s$ and the $t$ at which there is no available prime left are:

A pure greedy strategy of starting at say $s=1000$ and always using the smallest unused odd prime seems to fail fairly quickly (perhaps in about $s$ steps.) The semi-greedy procedure stems from the idea that the main obstacle is the smallest uncovered integers.

It may be better to not wait too long to use the smallest unused prime. Alternately, it might be better to look a little further in hopes of having $t$ along with two of
$t+p,t+2p,t+3p$ all newly covered.

Old answer (this is left only to explain the comments)

I'll mildly change the notation without changing the question.

For every prime $p_i>p_0=2$ choose a residue $0 \le r_i\lt p_i$ and take the arithmetic progression $A_i=r_i+np_i$ $n \gt 0$ . Let $M=\mathbb{N} \backslash \bigcup A_i $ be the finite or infinite set of missed integers and $m_j$ be the $j$th member of $M$ (set $m_j=\infty$ if $M$ has less than $j$ elements). Once we have the residues up to $r_i$ we do know $M \cap \lbrace 1,2,\cdots,p_{i+1}-1 \rbrace$ and hence $m_j$ up to some point. So $m_0...m_5$ could be $1,2,4,8,16$ but only if we chose $r_1=0$ the first $5$ times. Otherwise we could have $1,2,4,m_4,m_5$ for $m_5 \le 13.$ If we take $r_1=1$ then can begin $1,2,3,6,9,12$ (the next choice is for $p_5=13$)

And thus knocks out $[8,20]$, since we can use $17$ and $19$ to cover $18$ and $19$ respectively, and $20$ is covered already. [I deleted tmy follow-up comment that claimed the same residues also cover $1,2,5$, because that requires that some $r_i < p_i$.]
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Noam D. ElkiesNov 14 '11 at 4:33

If one lets M be an upper bound to the missed integers, and lets r_i (without loss of generality) satisfy p_i <= r_i < 2p_i, then one has an interval of length M of some missed integers followed by (after adding the progressions using all the allowed primes below M) a repeating pattern of period O(4^M) which contains few missed numbers, and the r_i can be chosen to acheive covering numbers in (M,M+j(prod)) where prod is the product of the primes less than M. Gerhard "Ask Me About Jacobsthal's Function" Paseman, 2011.11.13
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Gerhard PasemanNov 14 '11 at 6:44

I'm not sure if I understand the first claim, but I suspect that it would follow from a result of Kanold (j(m) <= 2^n) on Jacobsthal's function. The problem solution would follow if we could show that the repeating pattern above can't be covered by a.p.'s slowly enough, i.e. that r_j <= p_j for a prime p_j with M < p_j < prod. Of course, if I could convince myself of that, I would be writing this in an answer box instead of here. Gerhard "Ask Me About System Design" Paseman, 2011.11.13
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Gerhard PasemanNov 14 '11 at 6:52

If you omit the condition that $k_i\ge p_i$, then here is an answer: for every integer $n$ there is some odd prime dividing $2n+1$. So choosing the $k_i$'s so that $2k_i+1\equiv0\pmod{p_i}$ provides a complete covering of the integers (by the congruence classes $\frac{p-1}2\pmod p,\;p>2$). Note that with the condition that $k_i\ge p_i$ this does not cover the numbers $(p-1)/2$.

Another cover is to assign the k_i using an enumeration of whatever integers are to be covered. The challenge is to meet the desired inequalities. Gerhard "Ask Me About System Design" Paseman, 2011.11.11
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Gerhard PasemanNov 12 '11 at 7:40

the matter is wether some of the 'GREEDY COVERS" can satisfy the inequallity. Be more careful pls!
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asterios gantzounisNov 12 '11 at 8:30

Here is a graph generated by the first 7500 steps of the method described above. At each stage it finds the smallest uncovered integer $m$ greater than 100 and covers it with a progression $r_i+np_i$ for $n\ge1.$ The last few primes chosen and corresponding $m$ covered are

At this stage the gap $m-p_i$ appears to be around $16500$ for $m \bmod{3}=1$ and $19500$ for $m \bmod{3}=2$

The graph itself shows the number of unused odd primes $p \lt m$ at each stage. Starting after step 1000 or so it seems to increase pretty reliably at an average rate of slightly over $0.23$ for each step.

@S. Carnahan:i am not convinced , how many numbers until this are out of the cover? compare it with the 2^k (where k is this number). i think that the question remains full open
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asterios gantzounisNov 18 '11 at 16:42

There are 40 integers which will for sure never get covered . The largest is 99. The largest prime used is under 100,000 and the smallest uncovered integer (after 99) is well over 110,000. The calculations carry on a bit further than shown.
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Aaron MeyerowitzNov 18 '11 at 17:05

Aaron,your method of the semi-greedy strategy (greedy from a number and over ) is interesting and i want to thank you very much for your efforts and your interest ,but the question whether the non-sieved numbers from these greedy methods grow faster than the primes is ,as it seems, too sharp to be answered analytically(?). 2^40 >> 110,000 so...
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asterios gantzounisNov 18 '11 at 17:16

If I have time maybe I will try to tune it up a bit. I might be able to get the missed numbers to be a smaller set if I did not care that some were relatively large. Gerhard would seem to prefer that we miss 59 integers less than 90 (if possible)
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Aaron MeyerowitzNov 18 '11 at 18:54

I like Aaron Meyerowitz's efforts and think his and similar methods deserve further study. I want to post my skepticism as a counter, and hope that something will arise from the contrast. I do not consider this post as being an acceptable answer though.

The problem is essentially a shifted sieving problem. After taking the first $n$-many (finitely) primes $q_i$ with offsets $r_i$, one has an eventually periodic pattern of uncovered integers which repeats with period $Q_n = \prod_{i \leq n} q_i$, which contains $U_n = \prod_{i \leq n} (q_i - 1)$ uncovered numbers in each period, and has the first period starting somewhere near $M_n = \max_{i \leq n} r_i$.

If the $q_i$ are the primes in ascending order, we have (Mertens) that $U_n$ is
$O(Q_n/\log(q_n))$, which is (roughly) about $n$ times as many primes in the interval
$(M, M + Q_n)$ when $n$ gets large, especially when $n$ is comparable to the largest
integer $M$ allowed to be uncovered.

If the distribution of coprimes to $Q_n$ were amenable to being nicely covered by arithmetic progressions of primes less than $q_n$, I might share Aaron's confidence.
However, each later prime $q$ used is itself coprime to $Q_n$, and with small deviation will cover only about $1/q$ of what needs to be covered. I suspect that when $n$ gets
to be about $Q_{24}/2$ using Aaron's sequence $Q_i$, he will run short on primes. It
might be prudent to try more extensive simulations which leave no numbers greater than
50 uncovered.